-40.5%
EOSE vs EXPD
+56.9%
-97.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.5% |
| 7D | +15.0% | +1.2% | +13.8% | +15.0% |
| 30D | +2.5% | +5.2% | -2.7% | +2.5% |
| 3M | -33.7% | +13.2% | -46.9% | -33.5% |
| 6M | -32.7% | +30.3% | -63.1% | -31.7% |
| YTD | -63.8% | +27.0% | -90.8% | -62.4% |
| 1Y | -40.5% | +57.3% | -97.9% | -32.1% |
| All | -40.5% | +56.9% | -97.4% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling